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COPENHAGEN — Long after his death, Hans Jonathan has, at last, gotten some attention. He is the subject of a well-received biography and a groundbreaking genetic study, and is something of a celebrity in Iceland, where he is thought to have been the first black person.

But in Denmark, where Hans Jonathan (he had no surname) was a slave, fought in a war, lost a noted case on slavery, and escaped bondage by fleeing to Iceland, his extraordinary story has not drawn much interest.

An American descendant got a polite rejection when she asked the Danish government to declare him, posthumously, a free man. When people stroll past a five-story mansion that sits less than 100 yards from the royal Amalienborg Palace in Copenhagen, there is no historical marker to tell of the Schimmelmann family who owned it, or the slaves they kept there, including Hans Jonathan.

“People who speak or write about slave trade and Danish colonialism speak to deaf ears,” said Gisli Palsson, a professor of anthropology at the University of Iceland, and author of “The Man Who Stole Himself: The Slave Odyssey of Hans Jonathan.”

The colonial past has largely disappeared from Danish collective memory. The country has communities of people with historic ties to Greenland and the Faroe Islands, but relatively few residents whose ancestry traces to its former colonies in the Caribbean, Africa and India.

Danes’ long-ago status as slave owners and colonial masters rarely appears as a theme in mainstream culture. Today, Danish views of ethnic minorities are heavily influenced by recent tensions over waves of migration to Europe from the Middle East and Africa.

Other western European countries have had trouble squarely facing such history; many Belgians were unaware of the atrocities in Congo under Belgian rule until the past generation. But Denmark, with less of a colonial record to confront than some countries, has had more trouble confronting it, according to Mr. Palsson.

“Somehow it annoys them more than others knowing about this background,” he said.

Hans Jonathan was born in 1784 in St. Croix, then a Danish possession and now part of the United States Virgin Islands. His mother was a black house slave owned by the Schimmelmanns, a Danish-German family, and his father was a white man.

When he was about 7, the Schimmelmanns took him to Copenhagen. In 1801, he volunteered to fight with the Danish navy, and emerged unharmed from a fierce battle with British ships.

“It was crazy warfare,” said Mr. Palsson, whose biography of Hans Jonathan was published in Icelandic in 2014, and in English in 2016. “The ship was bombarded heavily.”

Hans Jonathan earned the support of his superior officers, who spoke on his behalf to the royal household. Denmark’s crown prince and de facto ruler, the future King Frederik VI, wrote in a letter that Hans Jonathan “is considered free and enjoys rights.”

The French revolution had unleashed new ideas about equality and liberty. Like several other colonial powers, Denmark still allowed slavery in the Caribbean, but abolition movements at home were gaining ground, and the status of slaves brought to Europe from the colonies was murky.

Henrietta Schimmelmann tried to reclaim Hans Jonathan and take him back to St. Croix, and he went to court to assert his freedom, in a case that was famous in its time. But he could not produce the letter from Prince Frederik, for reasons unknown, and in 1802, the court dismissed his claim and ordered him to return to the Schimmelmanns, who wanted to sell him in St. Croix...